Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1711197.1809 | 1700355.024 | 10842.1569 | 1609973.1139 | 1776615.9132 | -166642.7993 |
Total P&L (%) | 1711.1972 | 1700.355 | 10.8422 | 1609.9731 | 1776.6159 | -166.6428 |
Avg Daily Profit (%) | 0.926 | 0.9201 | 0.0059 | 0.1537 | 0.1588 | 0 |
Buy And Hold Return (%) | 448.4571 | 448.4571 | 448.4571 | 448.4571 | 448.4571 | 448.4571 |
Max Trade Drawdown | -209895 | -137960 | -110530 | -1807002 | -792538 | -1549366 |
Profit Factor | 3.5538 | 6.0649 | 1.0324 | 1.3641 | 1.9189 | 0.933 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 42.6829 | 43.9024 | 41.4634 | 42.6829 | 43.9024 | 41.4634 |
Ratio Avg Win / Avg Loss | 4.7722 | 7.7496 | 1.4575 | 1.8318 | 2.4519 | 1.3172 |
Largest Winning Trade | 1187037 | 1187037 | 77764 | 1106590 | 1106590 | 584449 |
Largest Losing Trade | -54569 | -54569 | -43342 | -887414 | -316379 | -887414 |
Avg Bars in Trades | 65 | 67 | 63 | 65 | 67 | 63 |
Avg Bars in Winners | 94 | 91 | 97 | 94 | 91 | 97 |
Avg Bars in Losers | 43 | 48 | 39 | 43 | 48 | 39 |
Bars Traded | 5365 | 2756 | 2609 | 5365 | 2756 | 2609 |
Profit Streak | 61.4084 | 136.075 | 0 | 61.4084 | 136.075 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 236172 | 662636 | -538903 | -4421 | 291182 | -582395 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 9, "offset": 0, "multiplier": 4.69111 } }, "second_band": { "type": "zlma", "factors": { "length": 105, "offset": 0 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 9, "offset": 0, "multiplier": 4.69111 } }, "second_band": { "type": "zlma", "factors": { "length": 105, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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